>My exe is in the same directory as the data on a server. I have a shortcut on my desktop that starts the exe. Unless I fill in the "start in" with the same directory my exe cannot find the data. To avoid this I open the data with the full path. To get the full path to the data I use...
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>StartDir=JUSTPATH(sys(16))+'\'
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>use (StartDir + 'mydbc!mytable') in 0 shared
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>Is there a way that is generally accepted as better than this?

I typically use

SET PATH TO DataPathHere
* where the actual DataPathHere may be coming from the INI file 
* or registry key or even hardcoded in simple cases.
...
USE whatever_table

If all the data is always in one folder, then "start in" field in the shortcut should be good enough.